Quoting multiasset equity options in the presence of errors from estimating correlations

Journal of Derivatives

Volumn 11, Issue 4, 2004, Pages 43-54

  Fengler, Matthias R ^a   Schwendner, Peter ^a  

^a Sal Oppenheim jr and Cie   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85006597821     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.2004.412362     Document Type: Article

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